Hancock John PFD Income FD EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.60% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 4.04 | |
| 0.3247 | 45.13 | |
| 0.9522 | 264.14 | |
| -0.0787 | -7.18 |
Estimation Period:
Jul 15, 2003 to Feb 6, 2026
Jul 15, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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